+210.0%
TFC vs GWRE
+749.2%
-539.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.2% |
| 7D | -1.3% | -26.2% | +24.9% | +4.4% |
| 30D | -2.3% | -17.8% | +15.4% | +0.7% |
| 3M | +2.5% | +14.2% | -11.8% | -2.3% |
| 6M | +9.5% | -12.9% | +22.4% | +9.0% |
| YTD | +5.1% | -29.2% | +34.3% | +9.1% |
| 1Y | +15.5% | -44.4% | +59.9% | +26.9% |
| 3Y | +95.2% | +51.1% | +44.1% | +61.0% |
| 5Y | +14.5% | +16.5% | -2.0% | -2.1% |
| 10Y | +97.2% | +131.6% | -34.4% | +40.7% |
| All | +210.0% | +749.2% | -539.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling